Global banks shrink systemic footprint
The big banks trimmed total leverage exposure by €2.9 trillion (4%) in 2017
The world’s largest banks shrank in size, complexity and interconnectedness in 2017, data from the Basel Committee suggests.
The international standard-setting body published the aggregate indicator amounts used to calculate bank’s systemic risk scores on Friday (November 16). These are the sum of the indicators of the 75 largest global banks. There are 12 indicators spread across five broad categories: size; interconnectedness; substitutability; complexity; and cross-jurisdictional activity.
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